LS estimation of periodic autoregressive models with non-Gaussian errors: a simulation study (Q4670719)
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scientific article; zbMATH DE number 2160731
Language | Label | Description | Also known as |
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English | LS estimation of periodic autoregressive models with non-Gaussian errors: a simulation study |
scientific article; zbMATH DE number 2160731 |
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LS estimation of periodic autoregressive models with non-Gaussian errors: a simulation study (English)
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22 April 2005
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least squares estimation
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conditional least squares
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periodic autoregression
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Monte-Carlo simulation
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tables
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